Related papers: A walk with Goodstein
Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…
A growing number of generative statistical models do not permit the numerical evaluation of their likelihood functions. Approximate Bayesian computation (ABC) has become a popular approach to overcome this issue, in which one simulates…
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations…
We consider extensions of the language of Peano arithmetic by transfinitely iterated truth definitions satisfying uniform Tarskian biconditionals. Without further axioms, such theories are known to be conservative extensions of the original…
The key element of the approach to the theory of necessary conditions in optimal control discussed in the paper is reduction of the original constrained problem to unconstrained minimization with subsequent application of a suitable…
It is often claimed that the fundamental laws of physics are deterministic and time-symmetric and that therefore our experience of the passage of time is an illusion. This paper will critically discuss these claims and show that they are…
We introduce two new concepts designed for the study of empirical processes. First, we introduce a new Orlicz norm which we call the Bernstein-Orlicz norm. This new norm interpolates sub-Gaussian and sub-exponential tail behavior. In…
We discuss a phenomenon where Optimal Transport leads to a remarkable amount of combinatorial regularity. Consider infinite sequences $(x_k)_{k=1}^{\infty}$ in $[0,1]$ constructed in a greedy manner: given $x_1, \dots, x_n$, the new point…
We establish non-asymptotic bounds on the finite-sample behavior of generalized first-order iterative algorithms -- including gradient-based optimization methods and approximate message passing (AMP) -- with Gaussian data matrices and…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
A statistical theory of two-dimensional Laplacian growths is formulated from first-principles. First the area enclosed by the growing surface is mapped conformally to the interior of the unit circle, generating a set of dynamically evolving…
The principle which allows to construct new physical theories on the basis of classical mechanics by reduction of the number of its axiom without engaging new postulates is formulated. The arising incompleteness of theory manifests itself…
We present a systematic numerical iteration approach to study the evolution properties of the spin-boson systems, which works well in whole coupling regime. This approach involves the evaluation of a set of coefficients for the formal…
The presence of symmetries in a Hamiltonian system usually implies the existence of conservation laws that are represented mathematically in terms of the dynamical preservation of the level sets of a momentum mapping. The symplectic or…
We say a power series $a_0+a_1q+a_2q^2+\cdots$ is \emph{multiplicative} if $n\mapsto a_n/a_1$ for positive integers $n$ is a multiplicative function. Given the Eisenstein series $E_{2k}(q)$, we consider formal multiplicative power series…
We study the JKO scheme for the total variation, characterize the optimizers, prove some of their qualitative properties (in particular a form of maximum principle and in some cases, a minimum principle as well). Finally, we establish a…
How to generate provably true randomness with minimal assumptions? This question is important not only for the efficiency and the security of information processing, but also for understanding how extremely unpredictable events are possible…
We showed that the principle of nongravitating vacuum energy, when formulated in the first order formalism, solves the cosmological constant problem. The most appealing formulation of the theory displays a local symmetry associated with the…
In book II of Newton's "Principia Mathematica" of 1687 several applicative problems are introduced and solved. There, we can find the formulation of the first calculus of variations problem that leads to the first free boundary problem of…
The notion of newtonianity is central to the study of the ordered differential field of logarithmic-exponential transseries done by Aschenbrenner, van den Dries, and van der Hoeven; see Chapter 14 of arxiv:1509.02588. We remove the…